+36.4%
CMS vs ONTO
+390.5%
-354.1%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +11.1% | -13.2% | -2.4% |
| 7D | -1.3% | -14.0% | +12.7% | -1.0% |
| 30D | +6.3% | -43.1% | +49.4% | +7.9% |
| 3M | -2.1% | -35.5% | +33.5% | -1.1% |
| 6M | -5.1% | -41.1% | +36.0% | -4.3% |
| YTD | +1.3% | +9.8% | -8.5% | -0.8% |
| 1Y | -1.4% | +31.5% | -32.9% | -4.2% |
| 3Y | +36.9% | +45.2% | -8.2% | +25.9% |
| 5Y | +32.5% | +86.7% | -54.2% | +14.6% |
| All | +36.4% | +390.5% | -354.1% | -17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ONTO.
Daily Out/Under-Performance
Portfolio return minus ONTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONTO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ONTO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling